+1,351.6%
OMC vs KMX
+383.8%
+967.8%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +1.9% | +3.4% | -1.5% | +1.2% |
| 30D | +12.2% | +6.8% | +5.4% | +10.7% |
| 3M | +0.6% | -11.4% | +12.0% | +2.6% |
| 6M | +21.0% | +43.6% | -22.6% | +11.9% |
| YTD | +12.4% | +37.7% | -25.4% | +3.7% |
| 1Y | +25.4% | +53.0% | -27.6% | +13.2% |
| 3Y | +29.2% | -16.3% | +45.5% | +27.6% |
| 5Y | +52.6% | -64.2% | +116.8% | +71.5% |
| 10Y | +53.6% | -2.8% | +56.5% | +40.0% |
| All | +1,351.6% | +383.8% | +967.8% | +848.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling